+248.9%
OSBC vs VT
+224.5%
+24.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | -0.7% | +1.0% | -1.6% | -1.7% |
| 3M | +20.4% | +2.4% | +18.0% | +16.9% |
| 6M | +29.1% | +12.0% | +17.1% | +14.1% |
| YTD | +33.2% | +15.3% | +17.8% | +14.1% |
| 1Y | +39.0% | +22.6% | +16.4% | +11.7% |
| 3Y | +78.2% | +74.7% | +3.5% | -0.9% |
| 5Y | +133.4% | +66.1% | +67.3% | +36.1% |
| All | +248.9% | +224.5% | +24.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling